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Statistischer Test
Zeitreihenanalyse
Theorie
211
Theory
211
Time series analysis
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Forecasting model
51
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51
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Grassi, Stefano
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Podolskij, Mark
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Johansen, Søren
5
Kruse, Robinson
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Santucci de Magistris, Paolo
5
Ergemen, Yunus Emre
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Haldrup, Niels
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Nielsen, Morten Ørregaard
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Bredahl Kock, Anders
3
Christensen, Kim
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Nonejad, Nima
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3
Bauwens, Luc
2
Borup, Daniel
2
Callot, Laurent
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Christensen, Bent Jesper
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Delle Monache, Davide
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Dias, Gustavo Fruet
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Hillebrand, Eric
2
Kock, Anders Bredahl
2
Lange, Theis
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Lunde, Asger
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Nielsen, Bent
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Noriega-Muro, Antonio E.
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Rossi, Eduardo
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Teräsvirta, Timo
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Thyrsgaard, Martin
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Voev, Valeri
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CREATES research paper
Journal of econometrics
435
International journal of forecasting
342
Economics letters
341
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
299
Econometric theory
235
Journal of forecasting
234
Discussion paper / Tinbergen Institute
199
Econometric reviews
194
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
136
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
126
Applied economics
122
Economic modelling
118
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
114
Journal of applied econometrics
112
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
106
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96
Applied economics letters
95
Working paper / Department of Econometrics and Business Statistics, Monash University
89
Computational economics
85
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
81
Journal of economic dynamics & control
74
The econometrics journal
74
NBER Working Paper
73
Cowles Foundation discussion paper
71
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71
NBER working paper series
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CESifo working papers
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Discussion papers of interdisciplinary research project 373
61
European journal of operational research : EJOR
59
SFB 649 discussion paper
58
Discussion paper / Center for Economic Research, Tilburg University
57
Energy economics
57
Finance research letters
57
Oxford bulletin of economics and statistics
57
Discussion paper / Centre for Economic Policy Research
54
Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
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1
Affine bond pricing with a mixture distribution for interest rate time-series dynamics
Rasmussen, Torben B
-
2010
Persistent link: https://www.econbiz.de/10003939417
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2
An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper
;
Wel, Michael van der
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2010
Persistent link: https://www.econbiz.de/10003947812
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3
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
-
2012
Persistent link: https://www.econbiz.de/10009667381
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4
Long and short memory in dynamic term structure models
Huseynov, Salman
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2021
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This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
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5
Modelling and estimating large macroeconomic shocks during the pandemic
Corrado, Luisa
;
Grassi, Stefano
;
Paolillo, Aldo
-
2021
Persistent link: https://www.econbiz.de/10012620771
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6
Interest rate convergence in the EMS prior to European Monetary Union
Frömmel, Michael
;
Kruse, Robinson
-
2009
Persistent link: https://www.econbiz.de/10003849559
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7
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
;
Bohn Nielsen, Heino
-
2012
Persistent link: https://www.econbiz.de/10009546007
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8
The time-varying stystematic risk of carry trade strategies
Christiansen, Charlotte
;
Ranaldo, Angelo
;
Söderllind, Paul
-
2009
Persistent link: https://www.econbiz.de/10003849534
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9
On the economic evaluation of volatility forecasts
Voev, Valeri
-
2009
Persistent link: https://www.econbiz.de/10003903525
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10
Long memory and tail dependence in trading volume and volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863172
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